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From | Kenneth Shermock <kshermo1@jhmi.edu> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: Adjusted Standard Error in QIC Program |
Date | Fri, 25 May 2012 00:29:23 +0000 |
I ran the user-developed QIC program today on a dataset and got puzzling results. First the output when using the xtgee command: xtgee out70250day group initgluccat unstablesocialhistory intx_unstablesocialhistory, family(binomial) link(logit) corr(ar1) force For our main variable of interest: Coeff=3D -0.50045 Std err =3D 0.2235 P=0.025 I expected the results from the QIC program to be the same, but they are not. Output when using QIC program: qic out70250day group initgluccat unstablesocialhistory intx_unstablesocialhistory, i(mrn) t(date)family(binomial) link(logit) corr(ar1) force For our main variable of interest: Coeff=3D -0.50045 Std err =3D 0.3062 P=0.102 I'm wondering if there is some glitch or if these results seem plausible. The only difference I see between the QIC and xtgee models is the QIC model "adjusts the std error for clustering" on one of my variables. What is this adjustment and is it plausible that it has such a profound effect on model estimates? Best regards, Ken Kenneth M. Shermock, PharmD, PhD Director, Center for Pharmaceutical Outcomes and Policy The Johns Hopkins Hospital Core Faculty The Armstrong Institute for Patient Safety and Quality Johns Hopkins Medicine 600 North Wolfe Street Carnegie 180 Baltimore, MD 21287 410-502-7674 (Desk) 410-955-0287 (Fax) kenneth@jhmi.edu http://emailcharter.org <http://emailcharter.org/> NNTO: No Need to Open (Entire Message Contained in Signature Line) NNTR: No Need to Reply RR: Reply Requested * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/